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Stock dividends policy and liquidity of ex ante announcement : the liquidity hypothesis retest
Ye, Zhiqiang; Zhang, Zhi; Tang, Songlian - In: China finance review international 5 (2015) 3, pp. 258-276
Persistent link: https://www.econbiz.de/10011391740
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Day long effect of liquidity on stock return : an empirical investigation in a day of political and economic importance in India
Tripathy, Trilochan; Ahluwalia, Eshan - In: International journal of economics and finance 7 (2015) 10, pp. 204-214
Persistent link: https://www.econbiz.de/10011376119
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The liquidity premium in CDS transaction prices : do frictions matter?
Gehde-Trapp, Monika; Gündüz, Yalın; Nasev, Julia - 2015 - [This version]: August 2015
Based on individual CDS transactions cleared by the Depository Trust & Clearing Corporation, we show that illiquidity …
Persistent link: https://www.econbiz.de/10011308604
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Liquidity risk of private assets : evidence from real estate markets
Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The financial review : the official publication of the … 48 (2013) 4, pp. 671-696
Persistent link: https://www.econbiz.de/10010197654
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Liquidating illiquid collateral
Oehmke, Martin - In: Journal of economic theory 149 (2014), pp. 183-210
Persistent link: https://www.econbiz.de/10010258381
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The liquidity premium in CDS transaction prices : do frictions matter?
Gehde-Trapp, Monika; Gündüz, Yalın; Nasev, Julia - In: Journal of banking & finance 61 (2015), pp. 184-205
Persistent link: https://www.econbiz.de/10011545180
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Illiquidity transmission from spot to futures markets
Korn, Olaf; Krischak, Paolo; Theissen, Erik - 2014
We develop a model of the illiquidity transmission from spot to futures markets that formalizes the derivative hedge … theory proposed by Cho and Engle (1999). The model shows that spot market illiquidity does not translate one-to-one to the …
Persistent link: https://www.econbiz.de/10010399342
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The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 50 (2015), pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
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Parametric yield curve modeling in an illiquid and undeveloped financial market
Zoricic, Davor; Orsag, Silvije - In: UTMS journal of economics / University of Tourism and … 4 (2013) 3, pp. 243-252
This paper examines the possibility of applying two most popular parametric yield curve models (Nelson-Siegel and Svensson) in the Croatian financial market. In such an illiquid and undeveloped financial market yield curve modeling presents a special challenge primarily regarding the available...
Persistent link: https://www.econbiz.de/10010222884
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What drives stock market underreaction to liquidity shocks? : evidence from Korea
Jang, Jeewon - In: Asia-Pacific journal of financial studies 51 (2022) 1, pp. 44-80
Persistent link: https://www.econbiz.de/10013161902